+827.7%
PODD vs KIM
+37.4%
+790.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -4.4% | +2.8% | -7.2% | -5.3% |
| 30D | +9.4% | +15.9% | -6.4% | +3.7% |
| 3M | +3.6% | +7.8% | -4.1% | +0.8% |
| 6M | -4.0% | +11.9% | -15.8% | -7.8% |
| YTD | -47.9% | +31.0% | -79.0% | -53.0% |
| 1Y | -53.8% | +32.3% | -86.1% | -58.4% |
| 3Y | -4.5% | +65.5% | -70.0% | -21.7% |
| 5Y | -51.9% | +37.2% | -89.1% | -57.8% |
| 10Y | +308.9% | +63.9% | +245.0% | +190.6% |
| All | +827.7% | +37.4% | +790.2% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling